Trading Metrics calculated at close of trading on 29-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2018 |
29-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
6,126.01 |
6,062.63 |
-63.38 |
-1.0% |
6,074.39 |
High |
6,181.20 |
6,063.82 |
-117.38 |
-1.9% |
6,333.82 |
Low |
6,051.96 |
5,821.49 |
-230.47 |
-3.8% |
5,803.02 |
Close |
6,062.63 |
5,918.49 |
-144.14 |
-2.4% |
5,918.49 |
Range |
129.24 |
242.33 |
113.09 |
87.5% |
530.80 |
ATR |
350.93 |
343.17 |
-7.76 |
-2.2% |
0.00 |
Volume |
41,698 |
83,267 |
41,569 |
99.7% |
312,602 |
|
Daily Pivots for day following 29-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,661.59 |
6,532.37 |
6,051.77 |
|
R3 |
6,419.26 |
6,290.04 |
5,985.13 |
|
R2 |
6,176.93 |
6,176.93 |
5,962.92 |
|
R1 |
6,047.71 |
6,047.71 |
5,940.70 |
5,991.16 |
PP |
5,934.60 |
5,934.60 |
5,934.60 |
5,906.32 |
S1 |
5,805.38 |
5,805.38 |
5,896.28 |
5,748.83 |
S2 |
5,692.27 |
5,692.27 |
5,874.06 |
|
S3 |
5,449.94 |
5,563.05 |
5,851.85 |
|
S4 |
5,207.61 |
5,320.72 |
5,785.21 |
|
|
Weekly Pivots for week ending 29-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,610.84 |
7,295.47 |
6,210.43 |
|
R3 |
7,080.04 |
6,764.67 |
6,064.46 |
|
R2 |
6,549.24 |
6,549.24 |
6,015.80 |
|
R1 |
6,233.87 |
6,233.87 |
5,967.15 |
6,126.16 |
PP |
6,018.44 |
6,018.44 |
6,018.44 |
5,964.59 |
S1 |
5,703.07 |
5,703.07 |
5,869.83 |
5,595.36 |
S2 |
5,487.64 |
5,487.64 |
5,821.18 |
|
S3 |
4,956.84 |
5,172.27 |
5,772.52 |
|
S4 |
4,426.04 |
4,641.47 |
5,626.55 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,333.82 |
5,803.02 |
530.80 |
9.0% |
254.94 |
4.3% |
22% |
False |
False |
62,520 |
10 |
6,843.03 |
5,803.02 |
1,040.01 |
17.6% |
296.46 |
5.0% |
11% |
False |
False |
60,523 |
20 |
7,766.59 |
5,803.02 |
1,963.57 |
33.2% |
331.86 |
5.6% |
6% |
False |
False |
61,930 |
40 |
9,966.78 |
5,803.02 |
4,163.76 |
70.4% |
377.46 |
6.4% |
3% |
False |
False |
72,105 |
60 |
9,966.78 |
5,803.02 |
4,163.76 |
70.4% |
415.71 |
7.0% |
3% |
False |
False |
77,904 |
80 |
9,966.78 |
5,803.02 |
4,163.76 |
70.4% |
499.17 |
8.4% |
3% |
False |
False |
91,551 |
100 |
11,770.87 |
5,803.02 |
5,967.85 |
100.8% |
583.83 |
9.9% |
2% |
False |
False |
96,617 |
120 |
14,557.96 |
5,803.02 |
8,754.94 |
147.9% |
756.28 |
12.8% |
1% |
False |
False |
110,117 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,093.72 |
2.618 |
6,698.24 |
1.618 |
6,455.91 |
1.000 |
6,306.15 |
0.618 |
6,213.58 |
HIGH |
6,063.82 |
0.618 |
5,971.25 |
0.500 |
5,942.66 |
0.382 |
5,914.06 |
LOW |
5,821.49 |
0.618 |
5,671.73 |
1.000 |
5,579.16 |
1.618 |
5,429.40 |
2.618 |
5,187.07 |
4.250 |
4,791.59 |
|
|
Fisher Pivots for day following 29-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
5,942.66 |
6,042.17 |
PP |
5,934.60 |
6,000.94 |
S1 |
5,926.55 |
5,959.72 |
|